NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 49.22 49.61 0.39 0.8% 50.85
High 50.06 49.81 -0.25 -0.5% 50.98
Low 49.00 48.42 -0.58 -1.2% 48.42
Close 49.72 48.70 -1.02 -2.1% 48.70
Range 1.06 1.39 0.33 31.1% 2.56
ATR 1.38 1.38 0.00 0.1% 0.00
Volume 543,173 550,081 6,908 1.3% 2,949,750
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.15 52.31 49.46
R3 51.76 50.92 49.08
R2 50.37 50.37 48.95
R1 49.53 49.53 48.83 49.26
PP 48.98 48.98 48.98 48.84
S1 48.14 48.14 48.57 47.87
S2 47.59 47.59 48.45
S3 46.20 46.75 48.32
S4 44.81 45.36 47.94
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.05 55.43 50.11
R3 54.49 52.87 49.40
R2 51.93 51.93 49.17
R1 50.31 50.31 48.93 49.84
PP 49.37 49.37 49.37 49.13
S1 47.75 47.75 48.47 47.28
S2 46.81 46.81 48.23
S3 44.25 45.19 48.00
S4 41.69 42.63 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.98 48.42 2.56 5.3% 1.34 2.8% 11% False True 589,950
10 52.22 48.42 3.80 7.8% 1.22 2.5% 7% False True 537,286
20 52.22 48.35 3.87 7.9% 1.26 2.6% 9% False False 419,168
40 52.22 43.77 8.45 17.4% 1.45 3.0% 58% False False 289,032
60 52.22 43.37 8.85 18.2% 1.45 3.0% 60% False False 220,193
80 52.22 41.58 10.64 21.8% 1.45 3.0% 67% False False 182,136
100 53.62 41.58 12.04 24.7% 1.52 3.1% 59% False False 160,352
120 53.62 41.58 12.04 24.7% 1.47 3.0% 59% False False 142,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.72
2.618 53.45
1.618 52.06
1.000 51.20
0.618 50.67
HIGH 49.81
0.618 49.28
0.500 49.12
0.382 48.95
LOW 48.42
0.618 47.56
1.000 47.03
1.618 46.17
2.618 44.78
4.250 42.51
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 49.12 49.26
PP 48.98 49.07
S1 48.84 48.89

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These figures are updated between 7pm and 10pm EST after a trading day.

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